+92.3%
MA vs PDD
-1.2%
+93.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +2.3% | +5.6% | -3.3% | +1.8% |
| 30D | +14.7% | +5.8% | +8.9% | +14.1% |
| 3M | +13.5% | -8.6% | +22.1% | +14.3% |
| 6M | +33.1% | -18.8% | +52.0% | +35.2% |
| YTD | +15.1% | -26.8% | +41.8% | +17.8% |
| 1Y | +18.7% | -39.3% | +58.0% | +23.5% |
| 3Y | +72.1% | -22.5% | +94.6% | +70.9% |
| All | +92.3% | -1.2% | +93.5% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PDD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling